Ichimoku Report
Zan Grjol
2019 M04 16
Finding the optimal strategy for ichimoku indicator
This is a summary report of finding the best parameters for ichimoku strategy trading.
Performance chart
Performance chart with the most profitable parameters:
Summary Table
Summary table of the strategy:
## Summary All.Trades
## 1 Net Profit 19535592.32
## 2 Gross Profit 53912529.64
## 3 Gross Loss -34351954.11
## 4 Profit Factor 1.57
## 5 0.00
## 6 Total Trades 1307.00
## 7 Profit Trades 633.00
## 8 Loss Trades 666.00
## 9 Even Trades 8.00
## 10 Percent Profitable 0.48
## 11 0.00
## 12 Average Trade Net Profit 14946.90
## 13 Average Winning Trade 85169.87
## 14 Average Losing Trade -51579.51
## 15 Largest Win 3701820.06
## 16 Largest Loss -1490162.25
## 17 0.00
## 18 Max Conecutive Wins 8.00
## 19 Max Consecutive Losses 9.00
## 20 0.00
## 21 Max Shares Held 5571.15
## 22 0.00
## 23 Max Daily Percent Drawdown -43.29Drawdowns Distribution
Distribution of daily maximum drawdon percentage of balance:
## `stat_bin()` using `bins = 30`. Pick better value with `binwidth`.